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Macroprudential Insurance Regulation: A Swiss Case Study

Author

Listed:
  • Philippe Deprez

    (RiskLab, Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland)

  • Mario V. Wüthrich

    (RiskLab, Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland
    Swiss Finance Institute, Walchestrasse 9, 8006 Zurich, Switzerland)

Abstract

This article provides a case study that analyzes national macroprudential insurance regulation in Switzerland. We consider an insurance market that is based on data from the Swiss private insurance industry. We stress this market with several scenarios related to financial and insurance risks, and we analyze the resulting risk capitals of the insurance companies. This stress-test analysis provides insights into the vulnerability of the Swiss private insurance sector to different risks and shocks.

Suggested Citation

  • Philippe Deprez & Mario V. Wüthrich, 2016. "Macroprudential Insurance Regulation: A Swiss Case Study," Risks, MDPI, vol. 4(4), pages 1-30, December.
    • Handle: RePEc:gam:jrisks:v:4:y:2016:i:4:p:47-:d:85218
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    References listed on IDEAS

    as
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    Cited by:

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